+948.7%
VTI vs WSM
+4,282.0%
-3,333.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | -1.6% | -9.3% | +7.7% | +0.7% |
| 3M | +3.6% | +7.1% | -3.5% | +1.6% |
| 6M | +13.0% | +21.7% | -8.7% | +7.2% |
| YTD | +12.7% | +28.7% | -16.0% | +5.1% |
| 1Y | +18.4% | +13.9% | +4.5% | +13.4% |
| 3Y | +76.4% | +232.2% | -155.7% | +23.9% |
| 5Y | +73.7% | +176.4% | -102.7% | +23.0% |
| 10Y | +302.5% | +1,072.4% | -769.9% | +79.2% |
| All | +948.7% | +4,282.0% | -3,333.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling